B2BITS CME MDP Handler API Reference
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get() :
const_rg_iterator< _T >
getAggressorSide() :
MDIncrementalRefreshTrade36::MDEntriesEntry
,
MDIncrementalRefreshTradeSummary42::MDEntriesEntry
getApplID() :
ChannelReset4::MDEntriesEntry
,
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
getAsset() :
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
,
SecurityStatus30
getBlockLength() :
GroupSize8Byte
,
GroupSize
,
GroupSizeEncoding
,
MessageHeader
getBottomLevel() :
OrderBookSide
getCFICode() :
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
getChannel() :
Instrument
,
MarketDataService
,
Resolver
getChannels() :
MarketDataService
getClearedVolume() :
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
getConsolidatedOrderBookTop() :
Instrument
getContractMultiplier() :
MDInstrumentDefinitionFuture27
getContractMultiplierUnit() :
MDInstrumentDefinitionFuture27
getCurrency() :
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
getCurrentChunk() :
SnapshotFullRefreshOrderBook44
getDataPtr() :
Packet
getDataSize() :
Packet
getDay() :
MaturityMonthYear
getDecayQuantity() :
MDInstrumentDefinitionFuture27
getDecayStartDate() :
MDInstrumentDefinitionFuture27
getDepth() :
OrderBookSide
getDirectOrderBook() :
Instrument
getDisplayFactor() :
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
getElectronicVolume() :
Instrument
getEventsIterator() :
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
getEventTime() :
MDInstrumentDefinitionFuture27::EventsEntry
,
MDInstrumentDefinitionOption41::EventsEntry
,
MDInstrumentDefinitionSpread29::EventsEntry
getEventType() :
MDInstrumentDefinitionFuture27::EventsEntry
,
MDInstrumentDefinitionOption41::EventsEntry
,
MDInstrumentDefinitionSpread29::EventsEntry
getExponent() :
DecimalQty
,
FLOAT
,
PRICE
,
PRICENULL
getFlowScheduleType() :
MDInstrumentDefinitionFuture27
getHaltReason() :
SecurityStatus30
getHeader() :
AdminHeartbeat12
,
AdminLogin15
,
AdminLogout16
,
ChannelReset4
,
MDIncrementalRefreshBook32
,
MDIncrementalRefreshDailyStatistics33
,
MDIncrementalRefreshLimitsBanding34
,
MDIncrementalRefreshOrderBook43
,
MDIncrementalRefreshSessionStatistics35
,
MDIncrementalRefreshTrade36
,
MDIncrementalRefreshTradeSummary42
,
MDIncrementalRefreshVolume37
,
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
,
QuoteRequest39
,
SecurityStatus30
,
SnapshotFullRefresh38
,
SnapshotFullRefreshOrderBook44
getHeartBtInt() :
AdminLogin15
getHighLimitPrice() :
MDIncrementalRefreshLimitsBanding34::MDEntriesEntry
,
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
,
SnapshotFullRefresh38
getId() :
Channel
,
Instrument
,
Resolver
getImpliedOrderBook() :
Instrument
getInstAttribIterator() :
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
getInstAttribType() :
MDInstrumentDefinitionFuture27::InstAttribEntry
,
MDInstrumentDefinitionOption41::InstAttribEntry
,
MDInstrumentDefinitionSpread29::InstAttribEntry
getInstAttribValue() :
MDInstrumentDefinitionFuture27::InstAttribEntry
,
MDInstrumentDefinitionOption41::InstAttribEntry
,
MDInstrumentDefinitionSpread29::InstAttribEntry
getInstrument() :
Channel
,
ConsolidatedOrderBookTop
,
OrderBook
getInstruments() :
Channel
getLastMsgSeqNumProcessed() :
SnapshotFullRefresh38
,
SnapshotFullRefreshOrderBook44
getLastQty() :
MDIncrementalRefreshTradeSummary42::OrderIDEntriesEntry
getLastTrade() :
Instrument
getLastUpdateTime() :
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
,
SnapshotFullRefresh38
getLegOptionDelta() :
MDInstrumentDefinitionSpread29::LegsEntry
getLegPrice() :
MDInstrumentDefinitionSpread29::LegsEntry
getLegRatioQty() :
MDInstrumentDefinitionSpread29::LegsEntry
getLegSecurityID() :
MDInstrumentDefinitionSpread29::LegsEntry
getLegSecurityIDSource() :
MDInstrumentDefinitionSpread29::LegsEntry
getLegSide() :
MDInstrumentDefinitionSpread29::LegsEntry
getLegsIterator() :
MDInstrumentDefinitionSpread29
getLevel() :
OrderBookSide
getLotType() :
MDInstrumentDefinitionFuture27::LotTypeRulesEntry
,
MDInstrumentDefinitionOption41::LotTypeRulesEntry
,
MDInstrumentDefinitionSpread29::LotTypeRulesEntry
getLotTypeRulesIterator() :
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
getLowLimitPrice() :
MDIncrementalRefreshLimitsBanding34::MDEntriesEntry
,
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
,
SnapshotFullRefresh38
getMainFraction() :
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
getMantissa() :
DecimalQty
,
FLOAT
,
PRICE
,
PRICENULL
getMarketDepth() :
MDInstrumentDefinitionFuture27::MDFeedTypesEntry
,
MDInstrumentDefinitionOption41::MDFeedTypesEntry
,
MDInstrumentDefinitionSpread29::MDFeedTypesEntry
getMarketSegmentID() :
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
getMatchAlgorithm() :
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
getMatchEventIndicator() :
ChannelReset4
,
MDIncrementalRefreshBook32
,
MDIncrementalRefreshDailyStatistics33
,
MDIncrementalRefreshLimitsBanding34
,
MDIncrementalRefreshOrderBook43
,
MDIncrementalRefreshSessionStatistics35
,
MDIncrementalRefreshTrade36
,
MDIncrementalRefreshTradeSummary42
,
MDIncrementalRefreshVolume37
,
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
,
QuoteRequest39
,
SecurityStatus30
getMaturityMonthYear() :
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
getMaxDepth() :
OrderBook
getMaxPriceVariation() :
MDIncrementalRefreshLimitsBanding34::MDEntriesEntry
,
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionSpread29
,
SnapshotFullRefresh38
getMaxTradeVol() :
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
getMDDisplayQty() :
MDIncrementalRefreshBook32::OrderIDEntriesEntry
,
MDIncrementalRefreshOrderBook43::MDEntriesEntry
,
SnapshotFullRefreshOrderBook44::MDEntriesEntry
getMDEntriesIterator() :
ChannelReset4
,
MDIncrementalRefreshBook32
,
MDIncrementalRefreshDailyStatistics33
,
MDIncrementalRefreshLimitsBanding34
,
MDIncrementalRefreshOrderBook43
,
MDIncrementalRefreshSessionStatistics35
,
MDIncrementalRefreshTrade36
,
MDIncrementalRefreshTradeSummary42
,
MDIncrementalRefreshVolume37
,
SnapshotFullRefresh38
,
SnapshotFullRefreshOrderBook44
getMDEntryPx() :
MDIncrementalRefreshBook32::MDEntriesEntry
,
MDIncrementalRefreshDailyStatistics33::MDEntriesEntry
,
MDIncrementalRefreshOrderBook43::MDEntriesEntry
,
MDIncrementalRefreshSessionStatistics35::MDEntriesEntry
,
MDIncrementalRefreshTrade36::MDEntriesEntry
,
MDIncrementalRefreshTradeSummary42::MDEntriesEntry
,
SnapshotFullRefresh38::MDEntriesEntry
,
SnapshotFullRefreshOrderBook44::MDEntriesEntry
getMDEntrySize() :
MDIncrementalRefreshBook32::MDEntriesEntry
,
MDIncrementalRefreshDailyStatistics33::MDEntriesEntry
,
MDIncrementalRefreshSessionStatistics35::MDEntriesEntry
,
MDIncrementalRefreshTrade36::MDEntriesEntry
,
MDIncrementalRefreshTradeSummary42::MDEntriesEntry
,
MDIncrementalRefreshVolume37::MDEntriesEntry
,
SnapshotFullRefresh38::MDEntriesEntry
getMDEntryType() :
ChannelReset4::MDEntriesEntry
,
MDIncrementalRefreshBook32::MDEntriesEntry
,
MDIncrementalRefreshDailyStatistics33::MDEntriesEntry
,
MDIncrementalRefreshLimitsBanding34::MDEntriesEntry
,
MDIncrementalRefreshOrderBook43::MDEntriesEntry
,
MDIncrementalRefreshSessionStatistics35::MDEntriesEntry
,
MDIncrementalRefreshTrade36::MDEntriesEntry
,
MDIncrementalRefreshTradeSummary42::MDEntriesEntry
,
MDIncrementalRefreshVolume37::MDEntriesEntry
,
SnapshotFullRefresh38::MDEntriesEntry
,
SnapshotFullRefreshOrderBook44::MDEntriesEntry
getMDFeedType() :
MDInstrumentDefinitionFuture27::MDFeedTypesEntry
,
MDInstrumentDefinitionOption41::MDFeedTypesEntry
,
MDInstrumentDefinitionSpread29::MDFeedTypesEntry
getMDFeedTypesIterator() :
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
getMDOrderPriority() :
MDIncrementalRefreshBook32::OrderIDEntriesEntry
,
MDIncrementalRefreshOrderBook43::MDEntriesEntry
,
SnapshotFullRefreshOrderBook44::MDEntriesEntry
getMDPriceLevel() :
MDIncrementalRefreshBook32::MDEntriesEntry
,
SnapshotFullRefresh38::MDEntriesEntry
getMDSecurityTradingStatus() :
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
,
SnapshotFullRefresh38
getMDTradeEntryID() :
MDIncrementalRefreshTradeSummary42::MDEntriesEntry
getMDUpdateAction() :
ChannelReset4::MDEntriesEntry
,
MDIncrementalRefreshBook32::MDEntriesEntry
,
MDIncrementalRefreshDailyStatistics33::MDEntriesEntry
,
MDIncrementalRefreshLimitsBanding34::MDEntriesEntry
,
MDIncrementalRefreshOrderBook43::MDEntriesEntry
,
MDIncrementalRefreshSessionStatistics35::MDEntriesEntry
,
MDIncrementalRefreshTrade36::MDEntriesEntry
,
MDIncrementalRefreshTradeSummary42::MDEntriesEntry
,
MDIncrementalRefreshVolume37::MDEntriesEntry
getMessage() :
Packet
getMessageSize() :
MessageHeader
getMinCabPrice() :
MDInstrumentDefinitionOption41
getMinLotSize() :
MDInstrumentDefinitionFuture27::LotTypeRulesEntry
,
MDInstrumentDefinitionOption41::LotTypeRulesEntry
,
MDInstrumentDefinitionSpread29::LotTypeRulesEntry
getMinPriceIncrement() :
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
getMinPriceIncrementAmount() :
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
getMinTradeVol() :
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
getMonth() :
MaturityMonthYear
getName() :
MarketDataService
getNaturalRecoveryConsolidatedOrderBookTop() :
Instrument
getNaturalRecoveryDirectOrderBook() :
Instrument
getNaturalRecoveryElectronicVolume() :
Instrument
getNaturalRecoveryImpliedOrderBook() :
Instrument
getNaturalRecoveryLastTrade() :
Instrument
getNoChunks() :
SnapshotFullRefreshOrderBook44
getNRef() :
ReferenceCounter
getNumberOfOrders() :
MDIncrementalRefreshBook32::MDEntriesEntry
,
MDIncrementalRefreshTrade36::MDEntriesEntry
,
MDIncrementalRefreshTradeSummary42::MDEntriesEntry
,
SnapshotFullRefresh38::MDEntriesEntry
getNumInGroup() :
GroupSize8Byte
,
GroupSize
,
GroupSizeEncoding
getOffset() :
Packet
getOpenCloseSettlFlag() :
MDIncrementalRefreshSessionStatistics35::MDEntriesEntry
,
SnapshotFullRefresh38::MDEntriesEntry
getOpenInterestQty() :
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
getOptions() :
Channel
,
Instrument
,
MarketDataService
getOrderID() :
MDIncrementalRefreshBook32::OrderIDEntriesEntry
,
MDIncrementalRefreshOrderBook43::MDEntriesEntry
,
MDIncrementalRefreshTradeSummary42::OrderIDEntriesEntry
,
SnapshotFullRefreshOrderBook44::MDEntriesEntry
getOrderIDEntriesIterator() :
MDIncrementalRefreshBook32
,
MDIncrementalRefreshTradeSummary42
getOrderQty() :
QuoteRequest39::RelatedSymEntry
getOrderUpdateAction() :
MDIncrementalRefreshBook32::OrderIDEntriesEntry
getOriginalContractSize() :
MDInstrumentDefinitionFuture27
getPacketSequenceNumber() :
Message< MessageOrEntry >
getPriceDisplayFormat() :
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
getPriceRatio() :
MDInstrumentDefinitionSpread29
getPutOrCall() :
MDInstrumentDefinitionOption41
getQuoteReqID() :
QuoteRequest39
getQuoteType() :
QuoteRequest39::RelatedSymEntry
getReferenceID() :
MDIncrementalRefreshBook32::OrderIDEntriesEntry
getRelatedInstrumentsIterator() :
MDInstrumentDefinitionOption41
getRelatedSecurityID() :
MDInstrumentDefinitionOption41::RelatedInstrumentsEntry
getRelatedSecurityIDSource() :
MDInstrumentDefinitionOption41::RelatedInstrumentsEntry
getRelatedSymbol() :
MDInstrumentDefinitionOption41::RelatedInstrumentsEntry
getRelatedSymIterator() :
QuoteRequest39
getResolver() :
Channel
getResolvers() :
Channel
getRptSeq() :
MDIncrementalRefreshBook32::MDEntriesEntry
,
MDIncrementalRefreshDailyStatistics33::MDEntriesEntry
,
MDIncrementalRefreshLimitsBanding34::MDEntriesEntry
,
MDIncrementalRefreshSessionStatistics35::MDEntriesEntry
,
MDIncrementalRefreshTrade36::MDEntriesEntry
,
MDIncrementalRefreshTradeSummary42::MDEntriesEntry
,
MDIncrementalRefreshVolume37::MDEntriesEntry
,
SnapshotFullRefresh38
getSchemaId() :
MessageHeader
getSecurityExchange() :
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
getSecurityGroup() :
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
,
SecurityStatus30
getSecurityID() :
MDIncrementalRefreshBook32::MDEntriesEntry
,
MDIncrementalRefreshDailyStatistics33::MDEntriesEntry
,
MDIncrementalRefreshLimitsBanding34::MDEntriesEntry
,
MDIncrementalRefreshOrderBook43::MDEntriesEntry
,
MDIncrementalRefreshSessionStatistics35::MDEntriesEntry
,
MDIncrementalRefreshTrade36::MDEntriesEntry
,
MDIncrementalRefreshTradeSummary42::MDEntriesEntry
,
MDIncrementalRefreshVolume37::MDEntriesEntry
,
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
,
QuoteRequest39::RelatedSymEntry
,
SecurityStatus30
,
SnapshotFullRefresh38
,
SnapshotFullRefreshOrderBook44
getSecurityIDSource() :
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
getSecuritySubType() :
MDInstrumentDefinitionSpread29
getSecurityTradingEvent() :
SecurityStatus30
getSecurityTradingStatus() :
SecurityStatus30
getSecurityType() :
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
getSecurityUpdateAction() :
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
getSendingTime() :
Message< MessageOrEntry >
,
Packet
getSequenceNumber() :
Packet
getService() :
Channel
getSettlCurrency() :
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
getSettlPriceType() :
MDIncrementalRefreshDailyStatistics33::MDEntriesEntry
,
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
,
SnapshotFullRefresh38::MDEntriesEntry
getSide() :
QuoteRequest39::RelatedSymEntry
getStatistics() :
Channel
getStrikeCurrency() :
MDInstrumentDefinitionOption41
getStrikePrice() :
MDInstrumentDefinitionOption41
getSubFraction() :
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
getSymbol() :
Instrument
,
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
,
QuoteRequest39::RelatedSymEntry
getTag() :
Channel
,
Instrument
,
Resolver
getTemplateId() :
MessageHeader
getText() :
AdminLogout16
getThresholdLimits() :
Instrument
getTickRule() :
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
getTimestamps() :
Message< MessageOrEntry >
,
Packet
getTopLevel() :
OrderBookSide
getTotNumReports() :
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
,
SnapshotFullRefresh38
,
SnapshotFullRefreshOrderBook44
getTradeDate() :
SecurityStatus30
,
SnapshotFullRefresh38
getTradeID() :
MDIncrementalRefreshTrade36::MDEntriesEntry
getTradeStatistics() :
Instrument
getTradingReferenceDate() :
MDIncrementalRefreshDailyStatistics33::MDEntriesEntry
,
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
,
SnapshotFullRefresh38::MDEntriesEntry
getTradingReferencePrice() :
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
getTradingStatus() :
Instrument
getTransactTime() :
ChannelReset4
,
MDIncrementalRefreshBook32
,
MDIncrementalRefreshDailyStatistics33
,
MDIncrementalRefreshLimitsBanding34
,
MDIncrementalRefreshOrderBook43
,
MDIncrementalRefreshSessionStatistics35
,
MDIncrementalRefreshTrade36
,
MDIncrementalRefreshTradeSummary42
,
MDIncrementalRefreshVolume37
,
QuoteRequest39
,
SecurityStatus30
,
SnapshotFullRefresh38
,
SnapshotFullRefreshOrderBook44
getUnderlyingProduct() :
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
getUnderlyingSecurityID() :
MDInstrumentDefinitionOption41::UnderlyingsEntry
getUnderlyingSecurityIDSource() :
MDInstrumentDefinitionOption41::UnderlyingsEntry
getUnderlyingsIterator() :
MDInstrumentDefinitionOption41
getUnderlyingSymbol() :
MDInstrumentDefinitionOption41::UnderlyingsEntry
getUnitOfMeasure() :
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
getUnitOfMeasureQty() :
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
getUserDefinedInstrument() :
MDInstrumentDefinitionFuture27
,
MDInstrumentDefinitionOption41
,
MDInstrumentDefinitionSpread29
getVersion() :
MessageHeader
getWeek() :
MaturityMonthYear
getYear() :
MaturityMonthYear
Generated on Thu Aug 31 2017 13:01:24 for B2BITS CME MDP Handler API Reference by
1.8.6